Errors might occur because integration of the Sitecore Cortex Processing Engine with MS ML Server 9.4.7 does not support communication with the xConnect host when certificate-based authentication is enabled there.

Initially, the Sitecore Processing Engine requires the following set of prerequisite modules to be installed on MS ML Server 9.3.0 for proper integration with it:

The required CRAN (https://cran.microsoft.com/snapshot/2017-07-04) snapshot cannot be used because it is compiled under an older version of R.

The default CRAN snapshot for R 3.5.2 version contains httr and curl modules that do not work properly together, and as a result it is impossible to communicate with Cortex Table Storage and Cortex Blob Storage web services, when certificate based authentication is enabled on the xConnect webhost.

Use Windows Server 2016 and MS ML Server 9.3.0 with CRAN 'https://cran.microsoft.com/snapshot/2017-07-04' – in this case all expected functionally will work.

Use Windows Server 2019 and MS ML Server 9.4.7 when certificate based authentication is disabled on the xConnect web host that hosts Cortex Table Storage and Cortex Blob Storage endpoints – if you do not expose MS ML Server and xConnect publicly.